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Fast and unbiased estimator of the time-dependent Hurst exponent - MaRDI portal

Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930)

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scientific article; zbMATH DE number 6888280
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English
Fast and unbiased estimator of the time-dependent Hurst exponent
scientific article; zbMATH DE number 6888280

    Statements

    title
    Fast and unbiased estimator of the time-dependent Hurst exponent (English)
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    author
    Augusto Pianese
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    Sergio Bianchi
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    A. Palazzo
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    publication date
    13 June 2018
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    cites work
    Q4223079
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    Q4662411
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    Q4363990
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    Q4496048
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    Identifiers

    DOI
    10.1063/1.5025318
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    Mathematics Subject Classification ID
    62-08
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    60G22
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    62M09
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    62M10
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    zbMATH DE Number
    6888280
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    OpenAlex ID
    W2790247905
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    Wikidata QID
    Q88234268
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